Okay, I like to listen to a few radio stations on www.shoutcast.com and they use .pls files that reference to the IPs of the radio station that I choose.

I have no trouble getting the pls file thru Firefox.

My trouble comes when I need to select an application to play them. The default players that came with my distro (Debian) can't open the addresses. Winamp seems to be Windows only. So, like, is there a music player I can grab off Synaptic for these pls files?

In Windows, it did all this stuff for me automatically, so I'm still a bit handicapped with Linux. So if someone could drop me the name of a player for .pls files, that would be great. Thanks.

What player do you have installed? xmms has a streamer plugin that can play these.

I use Real Player for that...

okay, XMMS... cant find that plugin for streaming.

when I try to run the pls file it says:

please check that your soundcard is configured properly, you have the correct output plugin selected, no other program is blocking the soundcard

well, theres no other program running, and I have a sound blaster 128 PCI soundcard

anything i should check?

I'd try to look through the xmms options, maybe try changing the output plugin (it might be on OSS instead of ALSA). I assume sound works normally for you? I'd recommend troubleshooting xmms, it handles streams just fine.
Another option is to get something like Streamripper (http://streamripper.sourceforge.net/) to record the streams, and play them back later in a media player that works (and you don't have to hassle with playing the stream directly).
Just throwing ideas out there, good luck!